Calendar 2005–06

Postgraduate Studies • Science 359 MSc Programme This is a taught programme. Students are required to take at least 24 units of courses, the selection of which is subject to the approval of the division. Division of Risk Management Science MPhil Programme Fields of Specialization 1. Risk Theory 2. Risk Measures and Value at Risk 3. Time Series and Statistical Modelling of Risky Processes 4. Fixed Income Modelling 5. Credit Risk 6. Market Risk 7. Pricing of Risky Claims 8. Operational Risk MSc Programme in Risk Management Science This is a taught programme. Students are required to complete a minimum of 24 units comprising 12 units of core courses and at least 12 units of elective courses. Division of Statistics MPhil–PhD Programme PhD Stream This is a research-oriented programme with no specified fields of specialization. MPhil Stream Fields of Specialization 1. Time Series Analysis 2. Computational Statistics 3. Covariance Structure Models 4. Discriminant Analysis 5. Estimation Theory 6. Factor Analysis 7. Categorical Data Analysis 8. Control of Markov Systems 9. Linear Models 10. Reliability 11. Statistical Quality Control 12. Simultaneous Inference 13. Analysis of Incomplete Data 14. Decision Theoretic Estimation 15. Bayesian Inference 16. Asymptotic Theory 17. Non-parametric Statistical Methods